Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48378.89 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46177.37 Kr¶

PnL: ---------------------------------------> -2044.88 Kr¶

DD now: ---------------------------------> -7.093 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:43:06.625216'

Anic Portfolio¶

Today¶

Return: -0.191 %¶

This Week¶

Return: -0.191 %¶

Total¶

Return: 58.38 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.020000 830.250000 132.250000 18.950000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.480000 2748.980000 26.980000 0.990000 2721.999993
Stillfront Group 38 -2.300000 709.080000 23.080000 3.360000 686.000016
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
SKF B 3 -4.490000 587.100000 -8.900000 -1.490000 596.000001
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Embracer Group B 14 -4.600000 677.670000 -11.330000 -1.640000 689.000004
Addnode Group B 6 -2.860000 693.600000 -15.400000 -2.170000 709.000002
Avanza Bank Holding 2 -3.630000 493.600000 -17.400000 -3.410000 511.000000
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Husqvarna B 7 -3.980000 608.020000 -31.980000 -5.000000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Loomis 6 -2.790000 2010.000000 -33.000000 -1.620000 2043.000000
Collector Bank 29 -5.580000 1200.460000 -33.540000 -2.720000 1233.999996
ITAB Shop Concept 56 -5.340000 655.200000 -35.800000 -5.180000 691.000016
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Lagercrantz Group B 5 -1.730000 569.000000 -38.000000 -6.260000 607.000000
Swedbank A 3 -3.520000 576.150000 -41.850000 -6.770000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -1.720000 475.300000 -53.700000 -10.150000 529.000000
Dustin Group 18 -4.890000 609.120000 -60.880000 -9.090000 669.999996
Nordea Bank Abp 30 -4.200000 3693.600000 -69.400000 -1.840000 3762.999990
Fastighetsbolaget Emilshus B 23 14.940000 621.000000 -74.000000 -10.650000 694.999993
AFRY 3 -3.760000 514.200000 -80.800000 -13.580000 594.999999
Viaplay Group B 4 -5.660000 946.000000 -91.000000 -8.780000 1037.000000
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.140000 3548.800000 -589.200000 -14.240000 4138.000000
TOTAL 46177.370000 -2044.880000 -7.09324% 48222.250041

Updated:¶

'2023-03-13 15:43:20.275692'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶